CME Japanese Yen Future March 2018


Trading Metrics calculated at close of trading on 29-Sep-2017
Day Change Summary
Previous Current
28-Sep-2017 29-Sep-2017 Change Change % Previous Week
Open 0.8943 0.8960 0.0018 0.2% 0.8995
High 0.8983 0.8988 0.0005 0.1% 0.9051
Low 0.8912 0.8952 0.0040 0.4% 0.8912
Close 0.8974 0.8967 -0.0008 -0.1% 0.8967
Range 0.0071 0.0036 -0.0035 -49.3% 0.0139
ATR 0.0079 0.0076 -0.0003 -3.9% 0.0000
Volume 47 19 -28 -59.6% 344
Daily Pivots for day following 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9077 0.9058 0.8986
R3 0.9041 0.9022 0.8976
R2 0.9005 0.9005 0.8973
R1 0.8986 0.8986 0.8970 0.8995
PP 0.8969 0.8969 0.8969 0.8974
S1 0.8950 0.8950 0.8963 0.8959
S2 0.8933 0.8933 0.8960
S3 0.8897 0.8914 0.8957
S4 0.8861 0.8878 0.8947
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.9392 0.9318 0.9043
R3 0.9253 0.9179 0.9005
R2 0.9115 0.9115 0.8992
R1 0.9041 0.9041 0.8979 0.9009
PP 0.8976 0.8976 0.8976 0.8960
S1 0.8902 0.8902 0.8954 0.8870
S2 0.8838 0.8838 0.8941
S3 0.8699 0.8764 0.8928
S4 0.8561 0.8625 0.8890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9051 0.8912 0.0139 1.5% 0.0067 0.7% 39% False False 68
10 0.9074 0.8912 0.0162 1.8% 0.0061 0.7% 34% False False 77
20 0.9401 0.8912 0.0489 5.4% 0.0068 0.8% 11% False False 70
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9141
2.618 0.9082
1.618 0.9046
1.000 0.9024
0.618 0.9010
HIGH 0.8988
0.618 0.8974
0.500 0.8970
0.382 0.8966
LOW 0.8952
0.618 0.8930
1.000 0.8916
1.618 0.8894
2.618 0.8858
4.250 0.8799
Fisher Pivots for day following 29-Sep-2017
Pivot 1 day 3 day
R1 0.8970 0.8961
PP 0.8969 0.8956
S1 0.8968 0.8950

These figures are updated between 7pm and 10pm EST after a trading day.

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